+1,199.3%
UNP vs CVE
+62.8%
+1,136.5%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.7% | -0.7% | -2.8% |
| 7D | -1.3% | -14.1% | +12.7% | +1.9% |
| 30D | +7.7% | -11.6% | +19.3% | +10.4% |
| 3M | +1.3% | 0.0% | +1.2% | +0.7% |
| 6M | +14.0% | -8.4% | +22.4% | +15.0% |
| YTD | +30.8% | +65.9% | -35.2% | +14.4% |
| 1Y | +40.0% | +69.4% | -29.5% | +21.7% |
| 3Y | +50.1% | +55.9% | -5.9% | +29.7% |
| 5Y | +39.6% | +146.2% | -106.5% | +3.2% |
| 10Y | +318.1% | +140.6% | +177.5% | +155.1% |
| All | +1,199.3% | +62.8% | +1,136.5% | +726.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CVE.
Daily Out/Under-Performance
Portfolio return minus CVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CVE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling